[1] Girmay, A. B. (2018). Sesame production, challenges and opportunities in Ethiopia. Vegetos An. Int. J. Plant Res. Biotech, 31, 51-56.
[2] Alemu, D., & Meijerink, G. W. (2010). Sesame traders and the ECX: An overview with focus on transaction costs and risks (Vol. 8). VC4PPD report.
[3] Askari, H., & Krichene, N. (2008). Oil price dynamics (2002–2006). Energy economics, 30(5), 2134-2153.
[4] Bakshi, G., Cao, C., & Chen, Z. (1997). Empirical performance of alternative option pricing models. The journal of finance, 52(5), 2003-2049.
[5] Ball, C. A., & Torous, W. N. (1985). On jumps in common stock prices and their impact on call option pricing. The journal of finance, 40(1), 155-173.
[6] Charnes, J. M. (2000, December). Using simulation for option pricing. 2000 Winter simulation conference proceedings (Cat. No. 00CH37165) (Vol. 1, pp. 151-157). Orlando, FL, USA, USA: IEEE.
[7] Cont, R., & Tankov, P. (2004). Financial modelling with Jump Processes, Chapman & Hall/CRC financ. Math. Ser.
[8] ADDIS ABABA. (2011). Report on Area and production of major crops. Retrievd from http://www.csa.gov.et/survey-report/category/373-eth-agss-2018?download=958:report-on-area-and-production-of-major-crops-2011-meher-season-1
[9] Debela, G. (2009). Sesame trade arrangements, costs and risks in Ethiopia. Retrieved from https://www.wur.nl/upload_mm/9/a/9/59d09a46-b629-4014-b2bd-adf765894adc_Report2Gelalcha170610.pdf
[10] DeFusco, R. A. (2004). Quantitative methods for investment analysis. Cfa Inst.
[12] Jia, Q. (2009). Pricing American options using monte carlo methods. Uppsala University
[13] Jondeau, E., Poon, S. H., & Rockinger, M. (2007). Financial modeling under non-Gaussian distributions. Springer Science & Business Media.
[14] Jorion, P. (1988). On jump processes in the foreign exchange and stock markets. The review of financial studies, 1(4), 427-445.
[15] Kou, S. G. (2002). A jump-diffusion model for option pricing. Management science, 48(8), 1086-1101.
[16] Kou, S. G. (2007). Jump-diffusion models for asset pricing in financial engineering. Handbooks in operations research and management science, 15, 73-116.
[17] Kou, S. G., & Wang, H. (2004). Option pricing under a double exponential jump diffusion model. Management science, 50(9), 1178-1192.
[18] Kuma Worako, T. (2015). Analysis of price incentives for sesame seed in Ethiopia for the time period 2005–2012. Food and Agriculture Organization of the United Nations
[19] Lama, A., Jha, G. K., Paul, R. K., & Gurung, B. (2015). Modelling and forecasting of price volatility: an application of GARCH and EGARCH models §. Agricultural economics research review, 28(1), 73-82.
[20] Merton, R. C. (1976). Option pricing when underlying stock returns are discontinuous. Journal of financial economics, 3 (1-2), 125-144.
[21] Noah, A. (2018). Determinates of agricultural export trade: a case of sesame export from Ethiopia (Doctoral dissertation, Addis Ababa University). Retrieved from http://etd.aau.edu.et/handle/123456789/13573?show=full
[22] Tian, X., Benkrid, K., & Gu, X. (2008). High performance monte-carlo based option pricing on FPGAs. Engineering letters, 16(3).
[23] Emenogu, U. T. (2012). Modelling hedge fund indices using levy processes (Master of Sience, Ryerson University). Retriev from
https://digital.library.ryerson.ca/islandora/object/RULA%3A1756
[24] Anonymous (2018). National green export review of Ethiopia: Leather and Sesame seeds. united nation publication. United Nations Conference on Trade and Development (UNCTAD).